+555.0%
LITE vs TXN
+41.2%
+513.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.2% | +10.9% | +10.9% |
| 7D | +12.6% | +2.2% | +10.4% | +11.0% |
| 30D | +9.9% | -9.5% | +19.4% | +17.8% |
| 3M | +9.3% | -10.5% | +19.8% | +19.2% |
| 6M | +75.2% | +35.4% | +39.9% | +50.6% |
| YTD | +165.5% | +51.8% | +113.7% | +106.6% |
| 1Y | +555.0% | +42.9% | +512.0% | +358.9% |
| All | +555.0% | +41.2% | +513.8% | +358.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TXN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling